Value function gradient learning for large-scale multistage stochastic programming problems
Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim, Yongjae Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Lee, Jinkyu ; Bae, Sanghyeon ; Kim, Woo Chang ; Lee, Yongjae |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 308.2023, 1 (1.7.), p. 321-335
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| Subject: | Decision processes | Large-scale optimization | Multistage stochastic programming | Stagewise decomposition | Value function approximation | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283043